It's happened to me twice, but each time another card was missing. I tend to regard it as a manual packing problem, not a deeply mystical thing.
I do keep the extras after I get the missing ones, yes. And I leave them in the deck - unless we are assembling a Frankendecken deck, then I have been known to donate them. I love having doubles in a deck - it means, in large spreads, the extra cards can come out, and it's interesting to see how differently they read in different positions even on the same day.
I had extra cards and a missing card in an MRP deck once - the Fairytale - and when I contacted them about it, not only did baba-prague send me the missing card, but an extra title card autographed by the creative team, making my deck an instant collector's item.